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Stochastic equations through the eye of the physicist
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ISBN: 1280638273 9786610638277 0080457649 9780080457642 9780444517975 0444517979 9781280638275 6610638276 Year: 2005 Publisher: Amsterdam Boston Elsevier

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Abstract

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''oil slicks''), wave propagation and scatteri


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Lectures on dynamics of stochastic systems
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ISBN: 1282879650 9786612879654 0123849675 0123849667 9780123849670 Year: 2011 Publisher: Amsterdam : Elsevier,

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Abstract

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial data. This book i

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